We were in Puerto Pollensa last year for the last 2 weeks in October, the weather was good, nice and sunny during the day with the evening being cooler. October though isn't really winter as the main tourist season doesn't officially end until the 31st Oct.
It is November through till May that I like most, the weather is still much better than the UK, with clear blue skies most of the time, it can rain more during the winter months but in PP it doesn't seem to matter.
Puerto Pollensa becomes a different place without the distractions of the tourist season. The natural beauty of the beaches with the winter sun glinting on the water. Fewer people, taking a stroll down the pine walk and around the square, a totally different experience.
Most of the tourist shops close and many of the bars and restaurants, but the ones that do stay open are welcoming, with a relaxed atmosphere not influenced by the stresses of the summer season. In January last year we sat for a full afternoon savoring coffee and brandy outside restaurant Stay, the sun was really warm.
We visited Formentor, where it's true beauty really could be admired, crystal blue sea, golden sand, pine trees and not another person in sight. The drive up to the lighthouse was easy with only one or two other cars making the perilous drive and the views from the top were amazing.
Calla San Vicente on the other hand showed as being naturally rugged with the true force of the sea at work, with crashing white waves over the craggy rocks, very atmospheric.
I could go on but hope this has painted a picture of Puerto Pollensa in the Winter time. In my opinion the best time to go.
If you do go in the winter make sure to put warm clothing in for thr evenings as it does go really cold.